CZR · Expected Move
Caesars Entertainment, Inc. Common Stock
The expected move for CZR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CZR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CZR Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.25
30-Day ATM IV
30.8%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to CZR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CZR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $2.50 | $2.25 | 30.8% | 51% |
| 20261109 | $2.68 | $2.15 | 20.3% | 26% |
| 20261106 | $2.66 | $1.56 | 15.4% | 15% |
| 20261105 | $6.27 | $1.54 | 14.6% | 13% |
| 20261104 | $2.71 | $2.42 | 24.3% | 36% |
| 20261103 | $2.58 | $2.35 | 15.5% | 15% |
| 20261102 | $2.69 | $2.26 | 13.7% | 10% |
| 20261030 | $2.73 | $1.99 | 19.9% | 25% |
| 20261029 | $2.63 | $2.19 | 19.9% | 25% |
| 20261028 | $2.46 | $1.84 | 28.8% | 47% |
| 20261027 | $2.69 | $2.45 | 33.2% | 57% |
| 20261026 | $2.75 | $0.59 | 26.1% | 40% |
| 20261023 | $2.57 | $1.44 | 28.8% | 46% |
| 20261022 | $2.67 | $1.43 | 36.2% | 64% |
| 20261021 | $2.58 | $2.44 | 22.3% | 31% |
| 20261020 | $1.56 | $2.46 | 25.9% | 40% |
| 20261019 | $2.58 | $0.81 | 13.6% | 10% |
| 20261016 | $2.62 | $1.36 | 35.3% | 62% |
| 20261015 | $1.85 | $3.75 | 40.7% | 75% |
| 20261014 | $2.66 | $2.22 | 30.9% | 52% |
| 20261013 | $2.59 | $2.23 | 37.7% | 68% |
| 20261012 | $2.45 | $0.46 | 19.7% | 25% |
| 20261009 | $2.79 | $1.20 | 18.3% | 22% |
| 20261008 | $2.31 | $1.20 | 30.6% | 51% |
| 20261007 | $2.67 | $0.75 | 20.6% | 27% |
| 20261006 | $2.36 | $1.37 | 15.8% | 16% |
| 20261005 | $1.12 | $0.59 | 17.5% | 20% |
| 20261002 | $3.10 | $1.22 | 13.0% | 9% |
| 20261001 | $2.09 | $1.23 | 22.2% | 31% |
| 20260930 | $2.47 | $2.25 | 22.9% | 33% |
| 20260929 | $1.89 | $1.17 | 32.4% | 55% |
| 20260928 | $1.45 | $1.26 | 27.1% | 43% |
| 20260925 | $1.58 | $3.69 | 35.0% | 62% |
| 20260924 | $3.28 | $1.26 | 38.7% | 70% |
| 20260923 | $1.56 | $0.42 | 20.5% | 27% |
| 20260922 | $8.79 | $0.47 | 24.6% | 28% |
| 20260921 | $1.79 | $1.26 | 11.3% | 4% |
| 20260918 | $0.74 | $1.25 | 17.3% | 15% |
| 20260917 | $2.74 | $2.26 | 43.4% | 62% |
| 20260916 | $2.77 | $3.71 | 19.5% | 19% |
| 20260915 | $2.88 | $2.41 | 32.5% | 42% |
| 20260914 | $7.86 | $1.69 | 12.2% | 6% |
| 20260911 | $0.72 | $1.23 | 9.9% | 1% |
| 20260910 | $2.50 | $0.81 | 11.6% | 4% |
| 20260909 | $1.69 | $1.86 | 15.5% | 11% |
| 20260908 | $1.55 | $0.40 | 15.4% | 11% |
| 20260904 | $0.47 | $1.22 | 26.9% | 32% |
| 20260903 | $0.84 | $1.67 | 51.2% | 76% |
| 20260902 | $2.50 | $1.35 | 36.3% | 49% |
| 20260901 | $1.41 | $1.26 | 25.1% | 29% |
| 20260831 | $0.89 | $1.23 | 38.7% | 54% |
| 20260828 | $0.80 | $0.43 | 13.2% | 7% |
| 20260827 | $1.17 | $1.26 | 20.0% | 20% |
| 20260826 | $0.73 | $4.25 | 25.6% | 30% |
| 20260825 | $0.80 | $1.57 | 34.1% | 45% |
| 20260824 | $0.80 | $0.62 | 26.1% | 31% |
| 20260821 | $0.57 | $0.36 | 9.3% | 0% |
| 20260820 | $0.67 | $0.34 | 36.3% | 49% |
| 20260819 | $0.73 | $1.25 | 29.6% | 37% |
| 20260818 | $1.13 | $0.78 | 14.5% | 10% |
More on CZR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.